0001752724-21-222913.txt : 20211022
0001752724-21-222913.hdr.sgml : 20211022
20211022132626
ACCESSION NUMBER: 0001752724-21-222913
CONFORMED SUBMISSION TYPE: NPORT-P
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20210831
FILED AS OF DATE: 20211022
PERIOD START: 20220228
FILER:
COMPANY DATA:
COMPANY CONFORMED NAME: GMO TRUST
CENTRAL INDEX KEY: 0000772129
IRS NUMBER: 000000000
STATE OF INCORPORATION: MA
FISCAL YEAR END: 0831
FILING VALUES:
FORM TYPE: NPORT-P
SEC ACT: 1940 Act
SEC FILE NUMBER: 811-04347
FILM NUMBER: 211339952
BUSINESS ADDRESS:
STREET 1: 40 ROWES WHARF
CITY: BOSTON
STATE: MA
ZIP: 02110
BUSINESS PHONE: 6173467646
MAIL ADDRESS:
STREET 1: 40 ROWES WHARF
CITY: BOSTON
STATE: MA
ZIP: 02110
FORMER COMPANY:
FORMER CONFORMED NAME: GMO CORE TRUST
DATE OF NAME CHANGE: 19900927
0000772129
S000004224
GMO International Equity Fund
C000011880
Class II
GMICX
C000011881
Class III
GMOIX
C000011882
Class IV
GMCFX
C000213358
Class I
GMOUX
NPORT-P
1
primary_doc.xml
NPORT-P
false
0000772129
XXXXXXXX
S000004224
C000011882
C000213358
C000011881
C000011880
GMO TRUST
811-04347
0000772129
549300Y2Q6TQD4HU5C66
40 ROWES WHARF
BOSTON
02110
617-346-7646
GMO International Equity Fund
S000004224
549300GUNRPC30EDRZ54
2022-02-28
2021-08-31
N
2315830886.79
56948819.56
2258882067.23
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
1904500.13000000
N
Konica Minolta Inc
549300SVK6KRUOL1A740
Konica Minolta Inc
000000000
404300.00000000
NS
2051864.62000000
0.090835402598
Long
EC
CORP
JP
N
2
N
N
N
Fuyo General Lease Co Ltd
353800IE82QJT7UQJK58
Fuyo General Lease Co Ltd
000000000
20606.00000000
NS
1422713.09000000
0.062983061871
Long
EC
CORP
JP
N
2
N
N
N
Firstgroup PLC
549300DEJZCPWA4HKM93
Firstgroup PLC
000000000
1871967.00000000
NS
2323564.45000000
0.102863468779
Long
EC
CORP
GB
N
2
N
N
N
British American Tobacco PLC
213800FKA5MF17RJKT63
British American Tobacco PLC
110448107
430758.00000000
NS
USD
16235269.02000000
0.718730262882
Long
EC
CORP
GB
N
1
N
N
N
Reach PLC
213800GNI5XF3XOATR61
Reach PLC
000000000
110213.00000000
NS
620219.21000000
0.027456909725
Long
EC
CORP
GB
N
2
N
N
N
Kingfisher PLC
213800KBMEV7I92FY281
Kingfisher PLC
000000000
4405011.00000000
NS
21210219.54000000
0.938969760648
Long
EC
CORP
GB
N
2
N
N
N
EDP - Energias de Portugal SA
529900CLC3WDMGI9VH80
EDP - Energias de Portugal SA
000000000
6776781.00000000
NS
37201436.56000000
1.646895918104
Long
EC
CORP
PT
N
2
N
N
N
CTT-Correios de Portugal SA
529900G4A1IKOKC22K56
CTT-Correios de Portugal SA
000000000
252554.00000000
NS
1370329.83000000
0.060664071395
Long
EC
CORP
PT
N
2
N
N
N
REN - Redes Energeticas Nacionais SGPS SA
549300FR1FN48IGHR915
REN - Redes Energeticas Nacionais SGPS SA
000000000
557576.00000000
NS
1633049.42000000
0.072294585170
Long
EC
CORP
PT
N
2
N
N
N
Imperial Brands PLC
549300DFVPOB67JL3A42
Imperial Brands PLC
000000000
77089.00000000
NS
1634810.44000000
0.072372544973
Long
EC
CORP
GB
N
2
N
N
N
BT Group PLC
213800LRO7NS5CYQMN21
BT Group PLC
000000000
13375389.00000000
NS
31266363.85000000
1.384152112391
Long
EC
CORP
GB
N
2
N
N
N
Seiko Epson Corp
549300NIOFQDR749W206
Seiko Epson Corp
000000000
48400.00000000
NS
901438.70000000
0.039906408266
Long
EC
CORP
JP
N
2
N
N
N
Banco Comercial Portugues SA
JU1U6S0DG9YLT7N8ZV32
Banco Comercial Portugues SA
000000000
20928065.00000000
NS
3237093.03000000
0.143305092238
Long
EC
CORP
PT
N
2
N
N
N
ITOCHU Corp
J48DJYXDTLHM30UMYI18
ITOCHU Corp
000000000
1679654.00000000
NS
50525871.73000000
2.236764480226
Long
EC
CORP
JP
N
2
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Bill
912796J42
8000000.00000000
PA
USD
7995968.00000000
0.353978993237
Long
STIV
UST
US
N
1
2022-06-16
None
0.00000000
N
N
N
N
N
N
Telecom Italia SpA/Milano
549300W384M3RI3VXU42
Telecom Italia SpA/Milano
000000000
15085688.00000000
NS
6834862.13000000
0.302577200870
Long
EC
CORP
IT
N
2
N
N
N
Komeri Co Ltd
N/A
Komeri Co Ltd
000000000
41993.00000000
NS
962911.30000000
0.042627780970
Long
EC
CORP
JP
N
2
N
N
N
Grupo Catalana Occidente SA
959800H2P9S8MS95DT42
Grupo Catalana Occidente SA
000000000
12544.00000000
NS
475074.87000000
0.021031415357
Long
EC
CORP
ES
N
2
N
N
N
SmarTone Telecommunications Holdings Ltd
529900CT7EGMVQRYNQ45
SmarTone Telecommunications Holdings Ltd
000000000
1160026.00000000
NS
653545.92000000
0.028932272714
Long
EC
CORP
BM
N
2
N
N
N
Indus Holding AG
529900GE4O7ZOMRWR939
Indus Holding AG
000000000
5326.00000000
NS
214885.24000000
0.009512902117
Long
EC
CORP
DE
N
2
N
N
N
Acerinox SA
95980020140005582721
Acerinox SA
000000000
289074.00000000
NS
3939781.68000000
0.174412898183
Long
EC
CORP
ES
N
2
N
N
N
Berkeley Group Holdings PLC
2138009OQSSLVVHQAL78
Berkeley Group Holdings PLC
000000000
18933.00000000
NS
1257617.07000000
0.055674312893
Long
EC
CORP
GB
N
2
N
N
N
Skanska AB
549300UINV5RINHGMG07
Skanska AB
000000000
182071.00000000
NS
5248749.84000000
0.232360507710
Long
EC
CORP
SE
N
2
N
N
N
Marubeni Corp
4P4N3ORD02UGQT1T1W12
Marubeni Corp
000000000
877200.00000000
NS
6979276.99000000
0.308970401387
Long
EC
CORP
JP
N
2
N
N
N
TotalEnergies SE
529900S21EQ1BO4ESM68
TotalEnergies SE
000000000
14633.00000000
NS
644615.98000000
0.028536947074
Long
EC
CORP
FR
N
2
N
N
N
Seiko Holdings Corp
N/A
Seiko Holdings Corp
000000000
65495.00000000
NS
1299823.69000000
0.057542786711
Long
EC
CORP
JP
N
2
N
N
N
Snam SpA
8156002278562044AF79
Snam SpA
000000000
409296.00000000
NS
2420005.33000000
0.107132876262
Long
EC
CORP
IT
N
2
N
N
N
Aisin Corp
3538004IOK08PDY6I723
Aisin Corp
000000000
43100.00000000
NS
1645192.99000000
0.072832177202
Long
EC
CORP
JP
N
2
N
N
N
Ricoh Co Ltd
549300HFIB2GRUMDID72
Ricoh Co Ltd
000000000
115000.00000000
NS
1170166.41000000
0.051802899627
Long
EC
CORP
JP
N
2
N
N
N
British American Tobacco PLC
213800FKA5MF17RJKT63
British American Tobacco PLC
000000000
1059142.00000000
NS
39731971.60000000
1.758921909930
Long
EC
CORP
GB
N
2
N
N
N
dormakaba Holding AG
529900QMU5ZH99KMQK13
dormakaba Holding AG
000000000
823.00000000
NS
593981.23000000
0.026295362587
Long
EC
CORP
CH
N
2
N
N
N
Travis Perkins PLC
2138001I27OUBAF22K83
Travis Perkins PLC
000000000
37986.00000000
NS
941094.08000000
0.041661939490
Long
EC
CORP
GB
N
2
N
N
N
Draegerwerk AG & Co KGaA
5493005UFVHY0PPNKD75
Draegerwerk AG & Co KGaA
000000000
7455.00000000
NS
629591.72000000
0.027871827800
Long
EP
CORP
DE
N
2
N
N
N
Ferrexpo PLC
213800CEDKSNUTPAQZ41
Ferrexpo PLC
000000000
1213937.00000000
NS
6362429.36000000
0.281662750450
Long
EC
CORP
GB
N
2
N
N
N
Maisons du Monde SA
9695009DV2698O4ZBU71
Maisons du Monde SA
000000000
22479.00000000
NS
519119.63000000
0.022981263056
Long
EC
CORP
FR
Y
2
N
N
N
Persimmon PLC
213800XI72Y57UWN6F31
Persimmon PLC
000000000
629949.00000000
NS
25494945.03000000
1.128653213014
Long
EC
CORP
GB
N
2
N
N
N
Mitsubishi UFJ Financial Group Inc
353800V2V8PUY9TK3E06
Mitsubishi UFJ Financial Group Inc
000000000
3953618.00000000
NS
21450119.20000000
0.949590043286
Long
EC
CORP
JP
N
2
N
N
N
AGFA-Gevaert NV
549300IHBDUTUNQJJB79
AGFA-Gevaert NV
000000000
91042.00000000
NS
463867.67000000
0.020535276131
Long
EC
CORP
BE
N
2
N
N
N
Electrocomponents PLC
549300KVXDURRKVW7R37
Electrocomponents PLC
000000000
207521.00000000
NS
3036775.81000000
0.134437111793
Long
EC
CORP
GB
N
2
N
N
N
Kerry Logistics Network Ltd
N/A
Kerry Logistics Network Ltd
000000000
297640.00000000
NS
945821.27000000
0.041871210707
Long
EC
CORP
BM
N
2
N
N
N
Prima Meat Packers Ltd
N/A
Prima Meat Packers Ltd
000000000
63319.00000000
NS
1715269.47000000
0.075934440973
Long
EC
CORP
JP
N
2
N
N
N
Sembcorp Industries Ltd
254900J0FF14U6TPQM96
Sembcorp Industries Ltd
000000000
1305000.00000000
NS
1868117.04000000
0.082700954914
Long
EC
CORP
SG
N
2
N
N
N
Bellway PLC
213800CY4L3HST4FGZ98
Bellway PLC
000000000
141555.00000000
NS
6860307.44000000
0.303703656756
Long
EC
CORP
GB
N
2
N
N
N
Dialog Semiconductor PLC
529900QA2LORU6646N15
Dialog Semiconductor PLC
000000000
120998.00000000
NS
9617588.08000000
0.425767605114
Long
EC
CORP
GB
N
2
N
N
N
Altri SGPS SA
213800AKSTYRLHY3X497
Altri SGPS SA
000000000
194407.00000000
NS
1294169.05000000
0.057292457573
Long
EC
CORP
PT
N
2
N
N
N
Bekaert SA
5493008SR6XZECH6BN71
Bekaert SA
000000000
13610.00000000
NS
647962.38000000
0.028685091151
Long
EC
CORP
BE
N
2
N
N
N
Daiwabo Holdings Co Ltd
N/A
Daiwabo Holdings Co Ltd
000000000
345890.00000000
NS
6571908.62000000
0.290936331530
Long
EC
CORP
JP
N
2
N
N
N
EXOR NV
5493002ENHZ6NYET7405
EXOR NV
000000000
340064.00000000
NS
28372703.49000000
1.256050676642
Long
EC
CORP
NL
N
2
N
N
N
Japan Post Insurance Co Ltd
54930042SK2Z708BA841
Japan Post Insurance Co Ltd
000000000
248860.00000000
NS
4519316.56000000
0.200068725391
Long
EC
CORP
JP
N
2
N
N
N
Rio Tinto Ltd
529900X2VMAQT2PE0V24
Rio Tinto Ltd
000000000
661134.00000000
NS
53793230.41000000
2.381409423288
Long
EC
CORP
AU
N
2
N
N
N
Italgas SpA
815600F25FF44EF1FA76
Italgas SpA
000000000
284773.00000000
NS
1887931.35000000
0.083578128198
Long
EC
CORP
IT
N
2
N
N
N
AOKI Holdings Inc
N/A
AOKI Holdings Inc
000000000
63520.00000000
NS
361114.67000000
0.015986433078
Long
EC
CORP
JP
N
2
N
N
N
Advantest Corp
353800EMK32PDKS9XR54
Advantest Corp
000000000
39200.00000000
NS
3377143.05000000
0.149505062658
Long
EC
CORP
JP
N
2
N
N
N
ASR Nederland NV
7245000G0HS48PZWUD53
ASR Nederland NV
000000000
285595.00000000
NS
13050204.27000000
0.577728446266
Long
EC
CORP
NL
N
2
N
N
N
Tokyu Construction Co Ltd
529900AF5X5AZCMDF192
Tokyu Construction Co Ltd
000000000
130975.00000000
NS
892822.15000000
0.039524956302
Long
EC
CORP
JP
N
2
N
N
N
Ferguson PLC
213800DU1LGY3R2S2X42
Ferguson PLC
000000000
216832.00000000
NS
31340508.23000000
1.387434460818
Long
EC
CORP
JE
N
2
N
N
N
Daiwa House Industry Co Ltd
N/A
Daiwa House Industry Co Ltd
000000000
45800.00000000
NS
1396613.10000000
0.061827623507
Long
EC
CORP
JP
N
2
N
N
N
ProSiebenSat.1 Media SE
529900NY0WWQUKOMWQ37
ProSiebenSat.1 Media SE
000000000
133655.00000000
NS
2551700.93000000
0.112962999132
Long
EC
CORP
DE
N
2
N
N
N
BNP Paribas SA
R0MUWSFPU8MPRO8K5P83
BNP Paribas SA
000000000
836740.00000000
NS
53007359.79000000
2.346619177644
Long
EC
CORP
FR
N
2
N
N
N
CNH Industrial NV
549300WGC2HZ5J67V817
CNH Industrial NV
000000000
130278.00000000
NS
2153604.39000000
0.095339390278
Long
EC
CORP
NL
N
2
N
N
N
Toyota Tsusho Corp
549300CEE2ENIUJNXB84
Toyota Tsusho Corp
000000000
252855.00000000
NS
11180723.67000000
0.494967126978
Long
EC
CORP
JP
N
2
N
N
N
CRH PLC
549300MIDJNNTH068E74
CRH PLC
000000000
62176.00000000
NS
3293831.67000000
0.145816894019
Long
EC
CORP
IE
N
2
N
N
N
Pact Group Holdings Ltd
N/A
Pact Group Holdings Ltd
000000000
89611.00000000
NS
261958.19000000
0.011596806836
Long
EC
CORP
AU
N
2
N
N
N
M&G PLC
254900TWUJUQ44TQJY84
M&G PLC
000000000
197108.00000000
NS
558338.34000000
0.024717463036
Long
EC
CORP
GB
N
2
N
N
N
ADVA Optical Networking SE
5299001QZNN0TKI9J120
ADVA Optical Networking SE
000000000
96481.00000000
NS
1599095.86000000
0.070791471728
Long
EC
CORP
DE
N
2
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Bill
912796H44
17400000.00000000
PA
USD
17393088.37000000
0.769986562039
Long
STIV
UST
US
N
1
2022-05-19
None
0.00000000
N
N
N
N
N
N
Renesas Electronics Corp
5299000EPC47VJQOFB81
Renesas Electronics Corp
000000000
579410.00000000
NS
6204261.59000000
0.274660712925
Long
EC
CORP
JP
N
2
N
N
N
Randstad NV
7245009EAAUUQJ0U4T57
Randstad NV
000000000
416683.00000000
NS
30687101.81000000
1.358508363724
Long
EC
CORP
NL
N
2
N
N
N
Kanematsu Corp
353800N574WR0FX80I71
Kanematsu Corp
000000000
127444.00000000
NS
1638988.03000000
0.072557485571
Long
EC
CORP
JP
N
2
N
N
N
Aviva PLC
YF0Y5B0IB8SM0ZFG9G81
Aviva PLC
000000000
1689748.00000000
NS
9391811.24000000
0.415772535284
Long
EC
CORP
GB
N
2
N
N
N
Towa Pharmaceutical Co Ltd
35380036BH1C3PNO2426
Towa Pharmaceutical Co Ltd
000000000
61228.00000000
NS
1641329.07000000
0.072661122677
Long
EC
CORP
JP
N
2
N
N
N
BW LPG Ltd
5493006WBEME88YFDW23
BW LPG Ltd
000000000
515649.00000000
NS
2745584.90000000
0.121546181619
Long
EC
CORP
BM
Y
2
N
N
N
Iberdrola SA
5QK37QC7NWOJ8D7WVQ45
Iberdrola SA
000000000
1863843.00000000
NS
23095749.38000000
1.022441574753
Long
EC
CORP
ES
N
2
N
N
N
Ebro Foods SA
959800NW6DLQT89M3240
Ebro Foods SA
000000000
53972.00000000
NS
1083804.57000000
0.047979688082
Long
EC
CORP
ES
N
2
N
N
N
DBS Group Holdings Ltd
5493007FKT78NKPM5V55
DBS Group Holdings Ltd
000000000
2058025.00000000
NS
45632740.10000000
2.020147079035
Long
EC
CORP
SG
N
2
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Bill
912796J42
15300000.00000000
PA
USD
15292288.80000000
0.676984824566
Long
STIV
UST
US
N
1
2022-06-16
None
0.00000000
N
N
N
N
N
N
Fujitsu Ltd
3538000246DHJLRTUZ24
Fujitsu Ltd
000000000
220032.00000000
NS
40504998.77000000
1.793143580074
Long
EC
CORP
JP
N
2
N
N
N
PostNL NV
724500Q41FHN0P1GPC53
PostNL NV
000000000
3424004.00000000
NS
17917456.64000000
0.793200180741
Long
EC
CORP
NL
N
2
N
N
N
Sandfire Resources Ltd
213800ZW52P23FVH1V47
Sandfire Resources Ltd
000000000
682326.00000000
NS
3214790.55000000
0.142317768450
Long
EC
CORP
AU
N
2
N
N
N
ACS Actividades de Construccion y Servicios SA
95980020140005558665
ACS Actividades de Construccion y Servicios SA
000000000
46221.00000000
NS
1247791.05000000
0.055239318072
Long
EC
CORP
ES
N
2
N
N
N
Christian Dior SE
969500WESYQMQ1F2C272
Christian Dior SE
000000000
4073.00000000
NS
3078905.14000000
0.136302164006
Long
EC
CORP
FR
N
2
N
N
N
Buzzi Unicem SpA
5299003DX5YLKSVJ6K59
Buzzi Unicem SpA
000000000
13397.00000000
NS
355653.53000000
0.015744670125
Long
EC
CORP
IT
N
2
N
N
N
Societe Generale SA
O2RNE8IBXP4R0TD8PU41
Societe Generale SA
000000000
199598.00000000
NS
6282169.46000000
0.278109669873
Long
EC
CORP
FR
N
2
N
N
N
ASM International NV
7245001I22ND6ZFHX623
ASM International NV
000000000
28824.00000000
NS
11183500.48000000
0.495090055485
Long
EC
CORP
NL
N
2
N
N
N
Hitachi Ltd
549300T6IPOCDWLKC615
Hitachi Ltd
000000000
539304.00000000
NS
29805445.36000000
1.319477709456
Long
EC
CORP
JP
N
2
N
N
N
Nichias Corp
N/A
Nichias Corp
000000000
97226.00000000
NS
2578609.89000000
0.114154250343
Long
EC
CORP
JP
N
2
N
N
N
Doutor Nichires Holdings Co Ltd
N/A
Doutor Nichires Holdings Co Ltd
000000000
53748.00000000
NS
799820.49000000
0.035407802009
Long
EC
CORP
JP
N
2
N
N
N
Hornbach Holding AG & Co KGaA
529900EGQZ79V21LBL44
Hornbach Holding AG & Co KGaA
000000000
23846.00000000
NS
2550893.50000000
0.112927254459
Long
EC
CORP
DE
N
2
N
N
N
Dah Sing Banking Group Ltd
529900DXBMKJOLLQOM66
Dah Sing Banking Group Ltd
000000000
608400.00000000
NS
585077.18000000
0.025901183089
Long
EC
CORP
HK
N
2
N
N
N
Next PLC
213800WQD8ECPZP9PH98
Next PLC
000000000
292107.00000000
NS
31766920.18000000
1.406311583984
Long
EC
CORP
GB
N
2
N
N
N
IGG Inc
529900VBUXYUOTABSC33
IGG Inc
000000000
6247585.00000000
NS
5967064.82000000
0.264160086379
Long
EC
CORP
KY
N
2
N
N
N
CNH Industrial NV
549300WGC2HZ5J67V817
CNH Industrial NV
000000000
378900.00000000
NS
USD
6248061.00000000
0.276599699056
Long
EC
CORP
NL
N
1
N
N
N
Henkel AG & Co KGaA
549300VZCL1HTH4O4Y49
Henkel AG & Co KGaA
000000000
49148.00000000
NS
4801912.38000000
0.212579153629
Long
EP
CORP
DE
N
2
N
N
N
Ageas SA/NV
5493005DJBML6LY3RV36
Ageas SA/NV
000000000
160761.00000000
NS
8033706.00000000
0.355649642650
Long
EC
CORP
BE
N
2
N
N
N
JM AB
529900X0UEM9DOM6FK12
JM AB
000000000
23233.00000000
NS
900065.69000000
0.039845625544
Long
EC
CORP
SE
N
2
N
N
N
Legal & General Group PLC
213800JH9QQWHLO99821
Legal & General Group PLC
000000000
3532639.00000000
NS
13122453.81000000
0.580926910721
Long
EC
CORP
GB
N
2
N
N
N
Orkla ASA
549300PZS8G8RG6RVZ52
Orkla ASA
000000000
726405.00000000
NS
6488525.59000000
0.287244990968
Long
EC
CORP
NO
N
2
N
N
N
Roche Holding AG
549300U41AUUVOAAOB37
Roche Holding AG
000000000
206512.00000000
NS
82925903.11000000
3.671103698286
Long
EC
CORP
CH
N
2
N
N
N
Canon Inc
529900JH1GSC035SSP77
Canon Inc
000000000
93700.00000000
NS
2229322.24000000
0.098691395728
Long
EC
CORP
JP
N
2
N
N
N
Nippon Telegraph & Telephone Corp
353800VHQU5VIXVUA841
Nippon Telegraph & Telephone Corp
000000000
1948795.00000000
NS
51921320.81000000
2.298540572933
Long
EC
CORP
JP
N
2
N
N
N
3i Group PLC
35GDVHRBMFE7NWATNM84
3i Group PLC
000000000
863250.00000000
NS
15876103.58000000
0.702830121603
Long
EC
CORP
GB
N
2
N
N
N
WPP PLC
549300LSGBXPYHXGDT93
WPP PLC
000000000
233907.00000000
NS
3171509.39000000
0.140401725083
Long
EC
CORP
JE
N
2
N
N
N
TotalEnergies SE
529900S21EQ1BO4ESM68
TotalEnergies SE
000000000
128976.00000000
NS
5704945.59000000
0.252556150352
Long
EC
CORP
FR
N
2
N
N
N
STMicroelectronics NV
213800Z8NOHIKRI42W10
STMicroelectronics NV
861012102
41000.00000000
NS
USD
1821630.00000000
0.080642988247
Long
EC
CORP
NL
N
1
N
N
N
Cia de Distribucion Integral Logista Holdings SA
9598000ANNAL42UJ7X28
Cia de Distribucion Integral Logista Holdings SA
000000000
66936.00000000
NS
1453183.85000000
0.064331992850
Long
EC
CORP
ES
N
2
N
N
N
Fnac Darty SA
96950091FL62XSLPHO35
Fnac Darty SA
000000000
42941.00000000
NS
2925394.07000000
0.129506277128
Long
EC
CORP
FR
N
2
N
N
N
CNP Assurances
969500QKVPV2H8UXM738
CNP Assurances
000000000
31740.00000000
NS
543862.23000000
0.024076610190
Long
EC
CORP
FR
N
2
N
N
N
SSAB AB
529900329VS14ZIML164
SSAB AB
000000000
539986.00000000
NS
2948047.73000000
0.130509147545
Long
EC
CORP
SE
N
2
N
N
N
Enel SpA
WOCMU6HCI0OJWNPRZS33
Enel SpA
000000000
1282703.00000000
NS
11685986.10000000
0.517334936140
Long
EC
CORP
IT
N
2
N
N
N
Johnson Matthey PLC
2138001AVBSD1HSC6Z10
Johnson Matthey PLC
000000000
40985.00000000
NS
1656973.78000000
0.073353709077
Long
EC
CORP
GB
N
2
N
N
N
Vesuvius PLC
213800ORZ521W585SY02
Vesuvius PLC
000000000
254152.00000000
NS
1964185.10000000
0.086953857773
Long
EC
CORP
GB
N
2
N
N
N
Kardex Holding AG
529900JKKMQ07D6QZ480
Kardex Holding AG
000000000
1472.00000000
NS
393619.07000000
0.017425392662
Long
EC
CORP
CH
N
2
N
N
N
Europris ASA
5967007LIEEXZXGA8G28
Europris ASA
000000000
247146.00000000
NS
1746379.45000000
0.077311670021
Long
EC
CORP
NO
Y
2
N
N
N
Keppel Corp Ltd
254900SQ7IPDOY6IDW33
Keppel Corp Ltd
000000000
314900.00000000
NS
1213957.83000000
0.053741532044
Long
EC
CORP
SG
N
2
N
N
N
Henkel AG & Co KGaA
549300VZCL1HTH4O4Y49
Henkel AG & Co KGaA
000000000
19105.00000000
NS
1719542.75000000
0.076123617737
Long
EC
CORP
DE
N
2
N
N
N
JD Sports Fashion PLC
213800HROV6Y9MUU8375
JD Sports Fashion PLC
000000000
861960.00000000
NS
11969387.66000000
0.529881034235
Long
EC
CORP
GB
N
2
N
N
N
Barclays PLC
213800LBQA1Y9L22JB70
Barclays PLC
06738E204
207500.00000000
NS
USD
2126875.00000000
0.094156088573
Long
EC
CORP
GB
N
1
N
N
N
Schroders PLC
2138001YYBULX5SZ2H24
Schroders PLC
000000000
38026.00000000
NS
1976982.33000000
0.087520387127
Long
EC
CORP
GB
N
2
N
N
N
T-Gaia Corp
N/A
T-Gaia Corp
000000000
56838.00000000
NS
1015749.45000000
0.044966909283
Long
EC
CORP
JP
N
2
N
N
N
DNB Bank ASA
549300GKFG0RYRRQ1414
DNB Bank ASA
000000000
179531.00000000
NS
3789314.30000000
0.167751754506
Long
EC
CORP
NO
N
2
N
N
N
Mitsui & Co Ltd
2NRSB4GOU9DD6CNW5R48
Mitsui & Co Ltd
000000000
622938.00000000
NS
13739259.22000000
0.608232692592
Long
EC
CORP
JP
N
2
N
N
N
RTL Group SA
5493000C8J3C3SZYS040
RTL Group SA
000000000
98844.00000000
NS
6142119.75000000
0.271909713176
Long
EC
CORP
LU
N
2
N
N
N
Astellas Pharma Inc
529900IB708DY2HBBB35
Astellas Pharma Inc
000000000
1629084.00000000
NS
27449918.39000000
1.215199269949
Long
EC
CORP
JP
N
2
N
N
N
Zehnder Group AG
8945000LUWFSSFRPU761
Zehnder Group AG
000000000
3995.00000000
NS
431934.64000000
0.019121610918
Long
EC
CORP
CH
N
2
N
N
N
Sekisui Chemical Co Ltd
529900KQIVT7NWFNMI70
Sekisui Chemical Co Ltd
000000000
254312.00000000
NS
4352346.47000000
0.192677011922
Long
EC
CORP
JP
N
2
N
N
N
Kingspan Group PLC
635400HM7V74SUB9OG75
Kingspan Group PLC
000000000
49041.00000000
NS
5600241.68000000
0.247920941125
Long
EC
CORP
IE
N
2
N
N
N
Nippon Signal Company Ltd
N/A
Nippon Signal Company Ltd
000000000
59031.00000000
NS
497326.62000000
0.022016493344
Long
EC
CORP
JP
N
2
N
N
N
Valor Holdings Co Ltd
N/A
Valor Holdings Co Ltd
000000000
93769.00000000
NS
2093481.21000000
0.092677755973
Long
EC
CORP
JP
N
2
N
N
N
Anima Holding SpA
549300T1EREIRH8ICX03
Anima Holding SpA
000000000
507872.00000000
NS
2619557.48000000
0.115966987298
Long
EC
CORP
IT
Y
2
N
N
N
Kesko Oyj
743700OX6HSVMCAHPB95
Kesko OYJ
000000000
271694.00000000
NS
11242564.20000000
0.497704787828
Long
EC
CORP
FI
N
2
N
N
N
A2A SpA
81560076E3944316DB24
A2A SpA
000000000
837925.00000000
NS
1840887.55000000
0.081495513940
Long
EC
CORP
IT
N
2
N
N
N
De' Longhi SpA
8156000E09A52C4F8A38
De' Longhi SpA
000000000
81622.00000000
NS
3693972.23000000
0.163530990997
Long
EC
CORP
IT
N
2
N
N
N
Asahi Kasei Corp
353800GPI4Z3MGDGN142
Asahi Kasei Corp
000000000
1793415.00000000
NS
18490245.68000000
0.818557371730
Long
EC
CORP
JP
N
2
N
N
N
Dah Sing Financial Holdings Ltd
529900J55QMXMR5KMH32
Dah Sing Financial Holdings Ltd
000000000
357269.00000000
NS
1111482.60000000
0.049204985781
Long
EC
CORP
HK
N
2
N
N
N
QinetiQ Group PLC
213800S8OBDOZMCMUW34
QinetiQ Group PLC
000000000
244772.00000000
NS
1162883.39000000
0.051480482618
Long
EC
CORP
GB
N
2
N
N
N
Greenvolt-Energias Renovaveis SA
549300ZSZ6VJXXCVUM49
Greenvolt-Energias Renovaveis SA
000000000
2055.00000000
NS
12957.20000000
0.000573611176
Long
EC
CORP
PT
N
2
N
N
N
Dexerials Corp
N/A
Dexerials Corp
000000000
70674.00000000
NS
1380293.56000000
0.061105162594
Long
EC
CORP
JP
N
2
N
N
N
Bank of Ireland Group PLC
635400C8EK6DRI12LJ39
Bank of Ireland Group PLC
000000000
493022.00000000
NS
3085958.00000000
0.136614391905
Long
EC
CORP
IE
N
2
N
N
N
Esprinet SpA
8156007E3375956ADD08
Esprinet SpA
000000000
149647.00000000
NS
2860060.73000000
0.126613990676
Long
EC
CORP
IT
N
2
N
N
N
IPSOS
9695002OY2X35E9X8W87
IPSOS
000000000
24176.00000000
NS
1171792.57000000
0.051874889220
Long
EC
CORP
FR
N
2
N
N
N
Fuji Electric Co Ltd
5299000HVNGZZTYYM906
Fuji Electric Co Ltd
000000000
32743.00000000
NS
1416503.23000000
0.062708153318
Long
EC
CORP
JP
N
2
N
N
N
Gunze Ltd
353800VSSDM5IY8UNW44
Gunze Ltd
000000000
17653.00000000
NS
714827.61000000
0.031645193893
Long
EC
CORP
JP
N
2
N
N
N
Pets at Home Group Plc
2138003Y9ULD24PD3J93
Pets at Home Group Plc
000000000
623269.00000000
NS
4291947.83000000
0.190003183090
Long
EC
CORP
GB
N
2
N
N
N
Credit Agricole SA
969500TJ5KRTCJQWXH05
Credit Agricole SA
000000000
1205708.00000000
NS
17402846.40000000
0.770418546964
Long
EC
CORP
FR
N
2
N
N
N
Tate & Lyle PLC
2138008K14474WPKZ244
Tate & Lyle PLC
000000000
901793.00000000
NS
8758319.47000000
0.387728053494
Long
EC
CORP
GB
N
2
N
N
N
Bayerische Motoren Werke AG
YEH5ZCD6E441RHVHD759
Bayerische Motoren Werke AG
000000000
340695.00000000
NS
32338340.38000000
1.431608176856
Long
EC
CORP
DE
N
2
N
N
N
Volkswagen AG
529900NNUPAGGOMPXZ31
Volkswagen AG
000000000
108783.00000000
NS
25874530.02000000
1.145457321361
Long
EP
CORP
DE
N
2
N
N
N
TPR Co Ltd
N/A
TPR Co Ltd
000000000
24269.00000000
NS
327647.18000000
0.014504837802
Long
EC
CORP
JP
N
2
N
N
N
Inpex Corp
353800VHYYADPR6MXQ47
Inpex Corp
000000000
177600.00000000
NS
1220270.28000000
0.054020982224
Long
EC
CORP
JP
N
2
N
N
N
Japan Tobacco Inc
353800Z0ENYBQO0XRJ31
Japan Tobacco Inc
000000000
175604.00000000
NS
3407170.79000000
0.150834381282
Long
EC
CORP
JP
N
2
N
N
N
Inchcape PLC
213800RGEH1MPPNM2T57
Inchcape PLC
000000000
88807.00000000
NS
1123162.79000000
0.049722064126
Long
EC
CORP
GB
N
2
N
N
N
ING Groep NV
549300NYKK9MWM7GGW15
ING Groep NV
000000000
780173.00000000
NS
10761999.59000000
0.476430343404
Long
EC
CORP
NL
N
2
N
N
N
Television Broadcasts Ltd
N/A
Television Broadcasts Ltd
000000000
331288.00000000
NS
281296.61000000
0.012452912619
Long
EC
CORP
HK
N
2
N
N
N
Wilmar International Ltd
549300H2EAI4YRLWBB20
Wilmar International Ltd
000000000
5956239.00000000
NS
18291605.76000000
0.809763644829
Long
EC
CORP
SG
N
2
N
N
N
Halfords Group PLC
54930086FKBWWJIOBI79
Halfords Group PLC
000000000
103137.00000000
NS
516154.06000000
0.022849978203
Long
EC
CORP
GB
N
2
N
N
N
Mitsui OSK Lines Ltd
353800P8O843TMAZ6S09
Mitsui OSK Lines Ltd
000000000
8000.00000000
NS
616612.24000000
0.027297230295
Long
EC
CORP
JP
N
2
N
N
N
Galp Energia SGPS SA
2138003319Y7NM75FG53
Galp Energia SGPS SA
000000000
187890.00000000
NS
1921910.74000000
0.085082385126
Long
EC
CORP
PT
N
2
N
N
N
TS Tech Co Ltd
N/A
TS Tech Co Ltd
000000000
162354.00000000
NS
2199113.44000000
0.097354061635
Long
EC
CORP
JP
N
2
N
N
N
Johnson Electric Holdings Ltd
529900EDYRQ6K25JEC80
Johnson Electric Holdings Ltd
000000000
754401.00000000
NS
1727696.58000000
0.076484585231
Long
EC
CORP
BM
N
2
N
N
N
Kloeckner & Co SE
529900CQ31CN6GV5LL52
Kloeckner & Co SE
000000000
170389.00000000
NS
2300585.57000000
0.101846200975
Long
EC
CORP
DE
N
2
N
N
N
Koninklijke Ahold Delhaize NV
724500C9GNBV20UYRX36
Koninklijke Ahold Delhaize NV
000000000
1112953.00000000
NS
37548193.01000000
1.662246717290
Long
EC
CORP
NL
N
2
N
N
N
Grafton Group PLC
635400BE9SBAG61DJ963
Grafton Group PLC
000000000
94503.00000000
NS
1816041.37000000
0.080395581351
Long
EC
CORP
IE
N
2
N
N
N
Vistry Group PLC
2138001KOWN7CG9SLK53
Vistry Group PLC
000000000
24532.00000000
NS
408597.20000000
0.018088469775
Long
EC
CORP
GB
N
2
N
N
N
Jardine Cycle & Carriage Ltd
254900WEP6OCEXFWML09
Jardine Cycle & Carriage Ltd
000000000
247687.00000000
NS
3571058.30000000
0.158089629901
Long
EC
CORP
SG
N
2
N
N
N
Smurfit Kappa Group PLC
635400CPLP8H5ITDVT56
Smurfit Kappa Group PLC
000000000
46939.00000000
NS
2690348.41000000
0.119100879546
Long
EC
CORP
IE
N
2
N
N
N
Salzgitter AG
529900E12Z6HXIMHFA15
Salzgitter AG
000000000
23518.00000000
NS
886517.71000000
0.039245860722
Long
EC
CORP
DE
N
2
N
N
N
Kajima Corp
N/A
Kajima Corp
000000000
112900.00000000
NS
1458696.83000000
0.064576050744
Long
EC
CORP
JP
N
2
N
N
N
Aker Solutions ASA
5967007LIEEXZXG42836
Aker Solutions ASA
000000000
80239.00000000
NS
148389.85000000
0.006569172076
Long
EC
CORP
NO
N
2
N
N
N
Mediaset Espana Comunicacion SA
95980020140005021479
Mediaset Espana Comunicacion SA
000000000
318657.00000000
NS
1943889.01000000
0.086055356240
Long
EC
CORP
ES
N
2
N
N
N
NEC Networks & System Integration Corp
N/A
NEC Networks & System Integration Corp
000000000
145933.00000000
NS
2781781.44000000
0.123148591082
Long
EC
CORP
JP
N
2
N
N
N
IG Group Holdings PLC
2138003A5Q1M7ANOUD76
IG Group Holdings PLC
000000000
231884.00000000
NS
2986042.73000000
0.132191174267
Long
EC
CORP
GB
N
2
N
N
N
Signify NV
549300072P3J1X8NZO35
Signify NV
000000000
441203.00000000
NS
24717387.45000000
1.094230983041
Long
EC
CORP
NL
Y
2
N
N
N
Coca-Cola HBC AG
549300EFP3TNG7JGVE49
Coca-Cola HBC AG
000000000
213190.00000000
NS
7716391.93000000
0.341602248383
Long
EC
CORP
CH
N
2
N
N
N
ITV PLC
ZLECI7ED2QMWFGYCXZ59
ITV PLC
000000000
393221.00000000
NS
626708.81000000
0.027744202280
Long
EC
CORP
GB
N
2
N
N
N
Sekisui House Ltd
529900GMNDOYQSAJAE76
Sekisui House Ltd
000000000
151000.00000000
NS
3008403.23000000
0.133181066583
Long
EC
CORP
JP
N
2
N
N
N
Mitsubishi Chemical Holdings Corp
353800YNKX4RQUGAR072
Mitsubishi Chemical Holdings Corp
000000000
208778.00000000
NS
1833083.00000000
0.081150008962
Long
EC
CORP
JP
N
2
N
N
N
CECONOMY AG
5299001X9L42HXEBCZ51
CECONOMY AG
000000000
516675.00000000
NS
2421499.33000000
0.107199015173
Long
EC
CORP
DE
N
2
N
N
N
FUJIFILM Holdings Corp
529900UBKMFM0ST6H474
FUJIFILM Holdings Corp
000000000
4754.00000000
NS
391216.99000000
0.017319053335
Long
EC
CORP
JP
N
2
N
N
N
Yangzijiang Shipbuilding Holdings Ltd
254900Z3JEM14YIGLM66
Yangzijiang Shipbuilding Holdings Ltd
000000000
14058422.00000000
NS
17119340.28000000
0.757867820031
Long
EC
CORP
SG
N
2
N
N
N
WH Group Ltd
254900A4AYEDRWYSE928
WH Group Ltd
000000000
34808515.00000000
NS
30191723.78000000
1.336578133847
Long
EC
CORP
KY
Y
2
N
N
N
Unicaja Banco SA
5493007SJLLCTM6J6M37
Unicaja Banco SA
000000000
1699555.00000000
NS
1568052.65000000
0.069417198566
Long
EC
CORP
ES
Y
2
N
N
N
Sojitz Corp
5493004SE33MRLPB1W98
Sojitz Corp
000000000
1450509.00000000
NS
4258624.12000000
0.188527952910
Long
EC
CORP
JP
N
2
N
N
N
Shun Tak Holdings Ltd
2549009R5NCY1DI0ZG82
Shun Tak Holdings Ltd
000000000
1301023.00000000
NS
372818.13000000
0.016504541578
Long
EC
CORP
HK
N
2
N
N
N
Per Aarsleff Holding A/S
5493008HS8STXVZXYZ63
Per Aarsleff Holding A/S
000000000
9627.00000000
NS
454079.24000000
0.020101945408
Long
EC
CORP
DK
N
2
N
N
N
Mediobanca Banca di Credito Finanziario SpA
PSNL19R2RXX5U3QWHI44
Mediobanca Banca di Credito Finanziario SpA
000000000
417886.00000000
NS
4926252.75000000
0.218083662775
Long
EC
CORP
IT
N
2
N
N
N
Derichebourg SA
969500QOO4C4IPGID263
Derichebourg SA
000000000
163048.00000000
NS
1929897.10000000
0.085435938776
Long
EC
CORP
FR
N
2
N
N
N
UCB SA
2138008J191VLSGY5A09
UCB SA
000000000
149961.00000000
NS
17156880.46000000
0.759529712015
Long
EC
CORP
BE
N
2
N
N
N
Alten SA
969500Y7G9TY7Y24GN07
Alten SA
000000000
7430.00000000
NS
1225608.36000000
0.054257297349
Long
EC
CORP
FR
N
2
N
N
N
Nippon Steel Corp
35380065QWQ4U2V3PA33
Nippon Steel Corp
000000000
35800.00000000
NS
731683.73000000
0.032391409034
Long
EC
CORP
JP
N
2
N
N
N
VTech Holdings Ltd
N/A
VTech Holdings Ltd
000000000
341700.00000000
NS
3319034.87000000
0.146932631771
Long
EC
CORP
BM
N
2
N
N
N
Television Francaise 1
969500WQFC6OAQYG7E65
Television Francaise 1
000000000
207314.00000000
NS
2081052.71000000
0.092127550180
Long
EC
CORP
FR
N
2
N
N
N
HeidelbergCement AG
LZ2C6E0W5W7LQMX5ZI37
HeidelbergCement AG
000000000
97076.00000000
NS
8419059.00000000
0.372709098989
Long
EC
CORP
DE
N
2
N
N
N
Geo Holdings Corp
N/A
Geo Holdings Corp
000000000
90436.00000000
NS
977657.44000000
0.043280587959
Long
EC
CORP
JP
N
2
N
N
N
Sanofi
549300E9PC51EN656011
Sanofi
000000000
264580.00000000
NS
27420704.08000000
1.213905961616
Long
EC
CORP
FR
N
2
N
N
N
Plus500 Ltd
549300X8NGW9C5OJZU13
Plus500 Ltd
000000000
230080.00000000
NS
4730075.30000000
0.209398948648
Long
EC
CORP
IL
N
2
N
N
N
Okinawa Electric Power Co Inc/The
N/A
Okinawa Electric Power Co Inc/The
000000000
85066.00000000
NS
1105657.46000000
0.048947108662
Long
EC
CORP
JP
N
2
N
N
N
Savills PLC
213800WXICGMBWHTA933
Savills PLC
000000000
23131.00000000
NS
434629.55000000
0.019240913738
Long
EC
CORP
GB
N
2
N
N
N
Warabeya Nichiyo Holdings Co Ltd
N/A
Warabeya Nichiyo Holdings Co Ltd
000000000
20256.00000000
NS
443245.64000000
0.019622345337
Long
EC
CORP
JP
N
2
N
N
N
Barclays PLC
213800LBQA1Y9L22JB70
Barclays PLC
000000000
509169.00000000
NS
1290951.80000000
0.057150030925
Long
EC
CORP
GB
N
2
N
N
N
Barratt Developments PLC
2138006R85VEOF5YNK29
Barratt Developments PLC
000000000
2393671.00000000
NS
24347468.54000000
1.077854789022
Long
EC
CORP
GB
N
2
N
N
N
Esprit Holdings Ltd
529900Y9K70J2INEUB08
Esprit Holdings Ltd
000000000
3995207.00000000
NS
410505.47000000
0.018172948289
Long
EC
CORP
BM
N
2
N
N
N
Luk Fook Holdings International Ltd
529900U7PECBLERIIX44
Luk Fook Holdings International Ltd
000000000
442326.00000000
NS
1228075.89000000
0.054366534128
Long
EC
CORP
BM
N
2
N
N
N
bpost SA
5493008AAX0BESN9WN06
bpost SA
000000000
50435.00000000
NS
487486.06000000
0.021580854842
Long
EC
CORP
BE
N
2
N
N
N
Norsk Hydro ASA
549300N1SDN71ZZ8BO45
Norsk Hydro ASA
000000000
3347788.00000000
NS
23110585.82000000
1.023098379294
Long
EC
CORP
NO
N
2
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Bill
912796K57
44900000.00000000
PA
USD
44875170.30000000
1.986609701808
Long
STIV
UST
US
N
1
2022-07-14
None
0.00000000
N
N
N
N
N
N
Telecom Italia SpA/Milano
549300W384M3RI3VXU42
Telecom Italia SpA/Milano
000000000
8870187.00000000
NS
4285464.17000000
0.189716153497
Long
EP
CORP
IT
N
2
N
N
N
CK Hutchison Holdings Ltd
254900Z8HM1VEPOQ2G79
CK Hutchison Holdings Ltd
000000000
251000.00000000
NS
1829815.93000000
0.081005376798
Long
EC
CORP
KY
N
2
N
N
N
GlaxoSmithKline PLC
5493000HZTVUYLO1D793
GlaxoSmithKline PLC
000000000
1468120.00000000
NS
29532120.95000000
1.307377723628
Long
EC
CORP
GB
N
2
N
N
N
Fortescue Metals Group Ltd
529900VEJFORCO6I4826
Fortescue Metals Group Ltd
000000000
1278178.00000000
NS
19486145.79000000
0.862645556963
Long
EC
CORP
AU
N
2
N
N
N
Kohnan Shoji Co Ltd
N/A
Kohnan Shoji Co Ltd
000000000
8481.00000000
NS
279605.94000000
0.012378067188
Long
EC
CORP
JP
N
2
N
N
N
Press Kogyo Co Ltd
353800Z8ABLQL0MHSA16
Press Kogyo Co Ltd
000000000
82324.00000000
NS
258744.87000000
0.011454554168
Long
EC
CORP
JP
N
2
N
N
N
Banco Santander SA
5493006QMFDDMYWIAM13
Banco Santander SA
000000000
14130287.00000000
NS
52101949.42000000
2.306536944794
Long
EC
CORP
ES
N
2
N
N
N
Merck KGaA
529900OAREIS0MOPTW25
Merck KGaA
000000000
47331.00000000
NS
11245688.87000000
0.497843115988
Long
EC
CORP
DE
N
2
N
N
N
NN Group NV
724500OHYNDT9OY6Q215
NN Group NV
000000000
181906.00000000
NS
9435962.62000000
0.417727103016
Long
EC
CORP
NL
N
2
N
N
N
Iida Group Holdings Co Ltd
35380051BV8PV1I4S949
Iida Group Holdings Co Ltd
000000000
67300.00000000
NS
1708554.60000000
0.075637175786
Long
EC
CORP
JP
N
2
N
N
N
Bank Norwegian ASA
5967007LIEEXZX6ZCW47
Bank Norwegian ASA
000000000
69297.00000000
NS
819428.44000000
0.036275839800
Long
EC
CORP
NO
N
2
N
N
N
Panasonic Corp
254900GE1G59KGWPHX32
Panasonic Corp
000000000
473286.00000000
NS
5658165.87000000
0.250485226833
Long
EC
CORP
JP
N
2
N
N
N
Traton SE
529900UIMQRKPFN6SV80
Traton SE
000000000
66342.00000000
NS
1958578.47000000
0.086705654022
Long
EC
CORP
DE
N
2
N
N
N
Deutsche Post AG
8ER8GIG7CSMVD8VUFE78
Deutsche Post AG
000000000
430195.00000000
NS
30246615.83000000
1.339008187669
Long
EC
CORP
DE
N
2
N
N
N
Galliford Try Holdings PLC
213800MR6DRHCJIV8113
Galliford Try Holdings PLC
000000000
233017.00000000
NS
544874.16000000
0.024121408014
Long
EC
CORP
GB
N
2
N
N
N
Banco BPM SpA
815600E4E6DCD2D25E30
Banco BPM SpA
000000000
773431.00000000
NS
2564972.62000000
0.113550532682
Long
EC
CORP
IT
N
2
N
N
N
MCJ Co Ltd
N/A
MCJ Co Ltd
000000000
110757.00000000
NS
1234134.15000000
0.054634731396
Long
EC
CORP
JP
N
2
N
N
N
Brother Industries Ltd
549300O5FACQ67KI6R92
Brother Industries Ltd
000000000
492096.00000000
NS
10098587.42000000
0.447061294899
Long
EC
CORP
JP
N
2
N
N
N
Xinyi Glass Holdings Ltd
52990082YXVVZFK1QJ17
Xinyi Glass Holdings Ltd
000000000
198000.00000000
NS
832042.44000000
0.036834257621
Long
EC
CORP
KY
N
2
N
N
N
Solvay SA
549300MMVL80RTBP3O28
Solvay SA
000000000
5072.00000000
NS
663878.21000000
0.029389679949
Long
EC
CORP
BE
N
2
N
N
N
Cie de Saint-Gobain
NFONVGN05Z0FMN5PEC35
Cie de Saint-Gobain
000000000
727317.00000000
NS
52725346.57000000
2.334134540926
Long
EC
CORP
FR
N
2
N
N
N
UPM-Kymmene Oyj
213800EC6PW5VU4J9U64
UPM-Kymmene OYJ
000000000
108262.00000000
NS
4410438.94000000
0.195248747333
Long
EC
CORP
FI
N
2
N
N
N
La Doria SpA
815600857F45E3102897
La Doria SpA
000000000
36751.00000000
NS
791070.72000000
0.035020452438
Long
EC
CORP
IT
N
2
N
N
N
Chow Tai Fook Jewellery Group Ltd
254900VXRL7SRSF44G79
Chow Tai Fook Jewellery Group Ltd
000000000
711712.00000000
NS
1439787.03000000
0.063738919835
Long
EC
CORP
KY
N
2
N
N
N
Adecco Group AG
NI14Y5UMU60O7JE9P611
Adecco Group AG
000000000
95520.00000000
NS
5313524.39000000
0.235228056704
Long
EC
CORP
CH
N
2
N
N
N
KDDI Corp
5299003FU7V4I45FU310
KDDI Corp
000000000
1624996.00000000
NS
49668616.54000000
2.198814062077
Long
EC
CORP
JP
N
2
N
N
N
Sonae SGPS SA
549300847SOBT7HY7R50
Sonae SGPS SA
000000000
518666.00000000
NS
564756.36000000
0.025001586766
Long
EC
CORP
PT
N
2
N
N
N
Banca Mediolanum SpA
7LVZJ6XRIE7VNZ4UBX81
Banca Mediolanum SpA
000000000
198971.00000000
NS
2065678.38000000
0.091446933417
Long
EC
CORP
IT
N
2
N
N
N
Poste Italiane SpA
815600354DEDBD0BA991
Poste Italiane SpA
000000000
714000.00000000
NS
9680365.80000000
0.428546755071
Long
EC
CORP
IT
Y
2
N
N
N
State Street Global Advisors
549300Q3FHSMZ70NLT76
State Street Institutional Treasury Money Market Fund
857492870
3951613.65000000
NS
USD
3951613.65000000
0.174936695780
Long
STIV
RF
US
N
1
N
N
N
ArcelorMittal SA
2EULGUTUI56JI9SAL165
ArcelorMittal SA
000000000
518223.00000000
NS
17381190.08000000
0.769459828476
Long
EC
CORP
LU
N
2
N
N
N
San-A Co Ltd
N/A
San-A Co Ltd
000000000
29783.00000000
NS
1095803.78000000
0.048510889341
Long
EC
CORP
JP
N
2
N
N
N
Royal Mail PLC
213800TCZZU84G8Z2M70
Royal Mail PLC
000000000
1702332.00000000
NS
11594153.85000000
0.513269551261
Long
EC
CORP
GB
N
2
N
N
N
Yahagi Construction Co Ltd
N/A
Yahagi Construction Co Ltd
000000000
21608.00000000
NS
144085.77000000
0.006378631805
Long
EC
CORP
JP
N
2
N
N
N
Metropole Television SA
96950018NOMJX5XRH047
Metropole Television SA
000000000
120932.00000000
NS
2575189.81000000
0.114002844475
Long
EC
CORP
FR
N
2
N
N
N
Sumitomo Chemical Co Ltd
353800RSAU9BD8U4DM91
Sumitomo Chemical Co Ltd
000000000
5299241.00000000
NS
26865118.39000000
1.189310357532
Long
EC
CORP
JP
N
2
N
N
N
Modec Inc
N/A
Modec Inc
000000000
39684.00000000
NS
584760.64000000
0.025887169962
Long
EC
CORP
JP
N
2
N
N
N
K's Holdings Corp
3538003LJ09YLR6NHG27
K's Holdings Corp
000000000
32058.00000000
NS
350416.63000000
0.015512834206
Long
EC
CORP
JP
N
2
N
N
N
Novartis AG
5493007HIVTX6SY6XD66
Novartis AG
000000000
486821.00000000
NS
45026496.12000000
1.993308848355
Long
EC
CORP
CH
N
2
N
N
N
Spirent Communications PLC
213800HKCUNWP1916L38
Spirent Communications PLC
000000000
385599.00000000
NS
1579249.28000000
0.069912869862
Long
EC
CORP
GB
N
2
N
N
N
Bayerische Motoren Werke AG
YEH5ZCD6E441RHVHD759
Bayerische Motoren Werke AG
000000000
71098.00000000
NS
5952174.23000000
0.263500884634
Long
EP
CORP
DE
N
2
N
N
N
SEB SA
969500WP61NBK098AC47
SEB SA
000000000
13871.00000000
NS
2183459.73000000
0.096661076807
Long
EC
CORP
FR
N
2
N
N
N
Ascom Holding AG
506700ZQR2RU51M31817
Ascom Holding AG
000000000
44851.00000000
NS
712437.58000000
0.031539388015
Long
EC
CORP
CH
N
2
N
N
N
Mitsubishi Gas Chemical Co Inc
529900G5O4J27ZPLJJ89
Mitsubishi Gas Chemical Co Inc
000000000
30550.00000000
NS
575643.14000000
0.025483541099
Long
EC
CORP
JP
N
2
N
N
N
Groupe Bruxelles Lambert SA
549300KV0ZEHT2KVU152
Groupe Bruxelles Lambert SA
000000000
26607.00000000
NS
3048258.31000000
0.134945438463
Long
EC
CORP
BE
N
2
N
N
N
VSTECS Holdings Ltd
N/A
VSTECS Holdings Ltd
000000000
1016000.00000000
NS
955621.19000000
0.042305050089
Long
EC
CORP
KY
N
2
N
N
N
Banco de Sabadell SA
SI5RG2M0WQQLZCXKRM20
Banco de Sabadell SA
000000000
3065248.00000000
NS
2185231.39000000
0.096739507639
Long
EC
CORP
ES
N
2
N
N
N
Novartis AG
5493007HIVTX6SY6XD66
Novartis AG
66987V109
27900.00000000
NS
USD
2577681.00000000
0.114113128675
Long
EC
CORP
CH
N
1
N
N
N
NYSE Liffe
N/A
MSCI EAFE SEP21
000000000
193.00000000
NC
USD
-79324.71000000
-0.00351168000
N/A
DE
US
N
1
NYSE Liffe
N/A
Long
MSCI EAFE Index
MFSU1 Index
2021-09-17
22771299.71000000
USD
-79324.71000000
N
N
N
Volkswagen AG
529900NNUPAGGOMPXZ31
Volkswagen AG
000000000
76088.00000000
NS
25458449.21000000
1.127037554520
Long
EC
CORP
DE
N
2
N
N
N
Tokyo Seimitsu Co Ltd
N/A
Tokyo Seimitsu Co Ltd
000000000
26977.00000000
NS
1178386.79000000
0.052166813269
Long
EC
CORP
JP
N
2
N
N
N
Unipol Gruppo SpA
8156005CE5E7340CCA86
Unipol Gruppo SpA
000000000
406156.00000000
NS
2408948.84000000
0.106643408921
Long
EC
CORP
IT
N
2
N
N
N
Schneider Electric SE
969500A1YF1XUYYXS284
Schneider Electric SE
000000000
44641.00000000
NS
7975850.36000000
0.353088391629
Long
EC
CORP
FR
N
2
N
N
N
Pacific Textiles Holdings Ltd
5299009IC8ZP94KPH034
Pacific Textiles Holdings Ltd
000000000
1232331.00000000
NS
657320.31000000
0.029099363775
Long
EC
CORP
KY
N
2
N
N
N
Schouw & Co A/S
213800V2R9WMMZASKK57
Schouw & Co A/S
000000000
6561.00000000
NS
711632.05000000
0.031503727455
Long
EC
CORP
DK
N
2
N
N
N
Cawachi Ltd
N/A
Cawachi Ltd
000000000
39584.00000000
NS
825927.29000000
0.036563541850
Long
EC
CORP
JP
N
2
N
N
N
Venture Corp Ltd
254900B1NLZC3J1MAE72
Venture Corp Ltd
000000000
80075.00000000
NS
1138130.05000000
0.050384660027
Long
EC
CORP
SG
N
2
N
N
N
Anglo American PLC
549300S9XF92D1X8ME43
Anglo American PLC
000000000
170195.00000000
NS
7188271.06000000
0.318222503258
Long
EC
CORP
GB
N
2
N
N
N
Obayashi Corp
529900YT4O5S0LCXWD54
Obayashi Corp
000000000
143900.00000000
NS
1184063.98000000
0.052418140689
Long
EC
CORP
JP
N
2
N
N
N
Nippo Corp
N/A
Nippo Corp
000000000
79245.00000000
NS
2328602.47000000
0.103086500343
Long
EC
CORP
JP
N
2
N
N
N
Unieuro SpA
815600583BE5BC67EB82
Unieuro SpA
000000000
140440.00000000
NS
3669584.20000000
0.162451340565
Long
EC
CORP
IT
Y
2
N
N
N
Societe BIC SA
969500UR00DF63I0VH67
Societe BIC SA
000000000
10660.00000000
NS
709702.37000000
0.031418301127
Long
EC
CORP
FR
N
2
N
N
N
Champion REIT
N/A
Champion REIT
000000000
1380487.00000000
NS
786012.37000000
0.034796520872
Long
EC
HK
N
2
N
N
N
Stellantis NV
549300LKT9PW7ZIBDF31
Stellantis NV
000000000
326091.00000000
NS
6536718.81000000
0.289378489688
Long
EC
CORP
NL
N
2
N
N
N
Daimler AG
529900R27DL06UVNT076
Daimler AG
000000000
654988.00000000
NS
55251348.59000000
2.445959857379
Long
EC
CORP
DE
N
2
N
N
N
AZ. BGP HOLDINGS
N/A
AZ. BGP HOLDINGS
000000000
15858986.00000000
NS
0.00000000
0.000000
Long
EC
CORP
MT
N
3
N
N
N
Banco Bilbao Vizcaya Argentaria SA
K8MS7FD7N5Z2WQ51AZ71
Banco Bilbao Vizcaya Argentaria SA
000000000
5224462.00000000
NS
34194061.50000000
1.513760368283
Long
EC
CORP
ES
N
2
N
N
N
CRH PLC
549300MIDJNNTH068E74
CRH PLC
12626K203
345652.00000000
NS
USD
18361034.24000000
0.812837221843
Long
EC
CORP
IE
N
1
N
N
N
2021-09-27
GMO TRUST
Betty Maganzini
Betty Maganzini
Treasurer